Toy Gaussian Mixture Estimation with EM Algorithm

This terms quite often in computer vision related research papers. I am going to toyify it (a core simple explanation). All the code snippets are to be found along with the post. This is roughly a summarization of an excellent youtube-mini-series by Victor Lavrenko. The code snippets are my works. Preliminaries To understand this, you …

List of Significant Probability Puzzles

I am collecting a list of probability/statistics/random processes puzzle problems. Click on the links for the description and solutions of the problem. It is well worth the effort to study, understand and derive the solutions to these. Helps sharpen the mind and increase your analysis skill. Please feel free to add your suggestion if I …

Generating randoms from a specified CDF

This post deals with generating random numbers given a CDF (Cumulative distribution function). CDF may be specified as an analytical function or as a table of values. We also assume that we have a source of pseudo-random uniformly distributed numbers. Probability Integral Transform At the core of this issue is the 'Probability Integral Transform'.  It states that, …